Generalized inverses of Markovian kernels in terms of properties of the Markov chain

DOI10.1016/j.laa.2013.08.037zbMath1288.15005arXiv1209.3533OpenAlexW2016182357MaRDI QIDQ2451649

Jeffrey J. Hunter

Publication date: 4 June 2014

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.3533

zbMATH Keywords

Markov chainsfundamental matrixstochastic matricesgroup inverseMoore-Penrose generalized inversestationary distributionsmoments of first passage timesgeneralized matrix inverses

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (10)

The computation of key properties of Markov chains via perturbations ⋮ New additive perturbation bounds of the Moore-Penrose inverse ⋮ On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival ⋮ The \((b, c)\)-core inverse and its dual in semigroups with involution ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ The computation of the mean first passage times for Markov chains ⋮ Generalized inverses of tensors via a general product of tensors ⋮ Norm estimations for the Moore-Penrose inverse of multiplicative perturbations of matrices ⋮ A Structured Condition Number for Kemeny's Constant ⋮ Stationary Distribution of Discrete-Time Finite-Capacity Queue with Re-sequencing

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